DZ Bank Call 170 SIE 21.03.2025
/ DE000DJ0S900
DZ Bank Call 170 SIE 21.03.2025/ DE000DJ0S900 /
| 2024-05-23 8:13:25 AM |
Chg.-0.07 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.86EUR |
-3.63% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
170.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
DJ0S90 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.23 |
| Parity: |
0.37 |
| Time value: |
1.54 |
| Break-even: |
189.10 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.08 |
| Spread %: |
4.37% |
| Delta: |
0.64 |
| Theta: |
-0.03 |
| Omega: |
5.81 |
| Rho: |
0.76 |
Quote data
| Open: |
1.86 |
| High: |
1.86 |
| Low: |
1.86 |
| Previous Close: |
1.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.33% |
| 1 Month |
|
|
-11.43% |
| 3 Months |
|
|
-7.46% |
| YTD |
|
|
+1.64% |
| 1 Year |
|
|
+0.54% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.25 |
1.79 |
| 1M High / 1M Low: |
2.94 |
1.79 |
| 6M High / 6M Low: |
2.94 |
0.98 |
| High (YTD): |
2024-05-13 |
2.94 |
| Low (YTD): |
2024-01-17 |
1.22 |
| 52W High: |
2024-05-13 |
2.94 |
| 52W Low: |
2023-10-27 |
0.30 |
| Avg. price 1W: |
|
1.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.44 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
128.92% |
| Volatility 6M: |
|
100.29% |
| Volatility 1Y: |
|
128.26% |
| Volatility 3Y: |
|
- |
